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Tests regarding parameters of several independent gamma populations

Author

Listed:
  • Ram Tripathi

    (The University of Texas at San Antonio)

Abstract

Gamma distribution has been used with considerable success in reliability studies and life testing experiments. This distribution assumes various forms as its shape parameter varies which makes it suitable for analyzing a variety of lifetime data. In such studies, often interest lies in comparing a lifetime distribution over multiple groups. In this paper, we develop asymptotic tests for comparing shape parameters of k independent gamma distributions. We also develop similar tests to compare both, the shape and scale parameters, simultaneously. The tests are based on generalized minimum chi-square procedure. This procedure has been known to produce estimators which are asymptotically e±cient and the tests based on such estimators are known to have high asymptotic power.

Suggested Citation

  • Ram Tripathi, 2009. "Tests regarding parameters of several independent gamma populations," Working Papers 0100, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:0128mss
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    File URL: http://interim.business.utsa.edu/wps/MSS/0100MSS-213-2009.pdf
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    References listed on IDEAS

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    1. Ram Tripathi & Ramesh Gupta & Robert Pair, 1993. "Statistical tests involving several independent gamma distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 773-786, December.
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    More about this item

    Keywords

    Gamma distribution; minimum chi-square; general linear hypothesis; shape and scale parameters; multiple groups.;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General

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